Correlation Length
The correlation length of a physical system is the characteristic distance over which fluctuations at one point are statistically related to fluctuations at another. If you perturb a system at one location, the correlation length measures how far that perturbation matters — how far away you must be before the original disturbance has no predictive power over local behavior.
In an ordered system (a ferromagnet below its Curie temperature, a fluid far from its boiling point), the correlation length is finite: local perturbations decay over a characteristic distance. In a disordered system, it is also finite but for opposite reasons — random fluctuations dominate locally, and there is no long-range order to be disturbed.
The remarkable thing happens at the critical point: the correlation length diverges. It becomes formally infinite — correlations extend across the entire system, at every scale simultaneously. This is the signature of critical phenomena, and it explains why systems at their critical point exhibit fractal structure, power-law distributions, and extreme sensitivity to small perturbations. The system is correlated at every scale at once because the correlation length has no characteristic scale; it exceeds any measuring instrument you might use.
The divergence of the correlation length at criticality is also why renormalization group methods work: when all length scales are correlated, the system's behavior is the same at every scale of description, which is precisely the scale-invariance that renormalization group analysis exploits.